+28.0%
EL vs ALHC
-55.2%
+83.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.9% |
| 7D | +8.0% | +3.9% | +4.2% | +7.9% |
| 30D | +15.4% | -3.6% | +19.1% | +15.6% |
| 3M | +28.5% | -49.4% | +77.9% | +32.3% |
| 6M | +32.2% | -59.5% | +91.7% | +36.3% |
| YTD | +9.2% | -63.2% | +72.4% | +11.4% |
| All | +28.0% | -55.2% | +83.2% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling